21.12.2022 16:36
О введении новых значений риск-параметров
Уважаемые Участники клиринга!
Сообщаем вам, что в соответствии с Методикой установления и изменения риск-параметров Небанковской кредитной организации - центрального контрагента "Клиринговый центр МФБ" (акционерное общество) с 22 декабря 2022 года устанавливаются следующие значения риск-параметров:
|
Код ценной бумаги
|
Наименование
|
ISIN
|
Минимальное базовое ГО, %
|
Минимальное базовое ГО в дни ожидаемой повышенной волатильности, %
|
MR_stress, %
|
ch_fine_short, %
|
ch_fine_long, %
|
fine_short, %
|
fine_long, %
|
ch_fine_borrow money, %
|
ch_fine_borrow security, %
|
Group_name
|
|
AXSM
|
Axsome Therapeutics Inc.
|
US05464T1043
|
45.00
|
49.00
|
49.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FTCH
|
Farfetch Limited Class A
|
KY30744W1070
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
KOPN
|
Kopin Corporation
|
US5006001011
|
70.00
|
70.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
MDGL
|
Madrigal Pharmaceuticals, Inc.
|
US5588681057
|
29.00
|
29.00
|
57.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PRTS
|
CarParts.com, Inc.
|
US14427M1071
|
27.00
|
31.00
|
37.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VRT
|
Vertiv Holdings Co Class A
|
US92537N1081
|
22.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
XRX
|
Xerox Holdings Corporation
|
US98421M1062
|
37.00
|
37.00
|
55.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NSSC
|
NAPCO Security Technologies, Inc.
|
US6304021057
|
53.00
|
53.00
|
53.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ACMR
|
ACM Research, Inc. Class A
|
US00108J1097
|
40.00
|
40.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AMTI
|
Applied Molecular Transport Inc.
|
US03824M1099
|
45.00
|
45.00
|
65.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AMZN
|
Amazon.com, Inc.
|
US0231351067
|
23.00
|
23.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
APTV
|
Aptiv PLC
|
JE00B783TY65
|
25.00
|
45.00
|
57.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ATUS
|
Altice USA Inc. Class A
|
US02156K1034
|
27.00
|
27.00
|
27.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CGEN
|
Compugen Ltd.
|
IL0010852080
|
53.00
|
53.00
|
93.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CHTR
|
Charter Communications, Inc. Class A
|
US16119P1084
|
13.00
|
14.00
|
14.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
COUP
|
Coupa Software Incorporated
|
US22266L1061
|
30.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EBS
|
Emergent BioSolutions Inc.
|
US29089Q1058
|
26.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EGHT
|
8x8, Inc.
|
US2829141009
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ES
|
Eversource Energy
|
US30040W1080
|
36.00
|
36.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
GE
|
General Electric Company
|
US3696043013
|
25.00
|
25.00
|
66.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
GIII
|
G-III Apparel Group, Ltd.
|
US36237H1014
|
27.00
|
43.00
|
43.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
GTHX
|
G1 Therapeutics, Inc.
|
US3621LQ1099
|
59.00
|
59.00
|
59.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
GTLS
|
Chart Industries, Inc.
|
US16115Q3083
|
76.00
|
76.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
MAXR
|
Maxar Technologies Inc.
|
US57778K1051
|
29.00
|
35.00
|
50.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
MDB
|
MongoDB Inc. Class A
|
US60937P1066
|
28.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
MOMO
|
Hello Group Inc.
|
US4234031049
|
52.00
|
52.00
|
52.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NVTA
|
Invitae Corporation
|
US46185L1035
|
59.00
|
59.00
|
86.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
OKTA
|
Okta Inc. Class A
|
US6792951054
|
27.00
|
27.00
|
27.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
OSUR
|
OraSure Technologies, Inc.
|
US68554V1089
|
37.00
|
37.00
|
43.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PAY
|
Paymentus Holdings, Inc.
|
US70439P1084
|
27.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PEN
|
Penumbra, Inc.
|
US70975L1070
|
18.00
|
18.00
|
18.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PRAX
|
Praxis Precision Medicines, Inc.
|
US74006W1080
|
63.00
|
63.00
|
63.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RRR
|
Red Rock Resorts, Inc. Class A
|
US75700L1089
|
18.00
|
33.00
|
33.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RUN
|
Sunrun Inc.
|
US86771W1053
|
30.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SNAP
|
Snap Inc. Class A
|
US83304A1060
|
40.00
|
40.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TRHC
|
Tabula Rasa HealthCare, Inc.
|
US8733791011
|
62.00
|
62.00
|
62.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
UHS
|
Universal Health Services, Inc. Class B
|
US9139031002
|
45.00
|
45.00
|
51.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VRNS
|
Varonis Systems, Inc.
|
US9222801022
|
25.00
|
25.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ZBRA
|
Zebra Technologies Corporation ClassA
|
US9892071054
|
16.00
|
16.00
|
16.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CYRX
|
Cryoport, Inc.
|
US2290503075
|
29.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HASI
|
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
|
US41068X1000
|
48.00
|
48.00
|
49.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RCII
|
Rent-A-Center, Inc.
|
US76009N1000
|
22.00
|
26.00
|
26.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VVX
|
V2X, Inc.
|
US92242T1016
|
18.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CM
|
Canadian Imperial Bank of Commerce
|
CA1360691010
|
12.00
|
19.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
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